+421.5%
CAH vs ALLE
+233.6%
+187.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.8% | 0.0% |
| 7D | +7.8% | -0.6% | +8.5% | +8.0% |
| 30D | +15.5% | +26.6% | -11.2% | +5.8% |
| 3M | +16.3% | +13.2% | +3.1% | +10.8% |
| 6M | +50.0% | +42.9% | +7.1% | +30.7% |
| YTD | +34.7% | +21.0% | +13.7% | +23.8% |
| 1Y | +35.9% | +15.2% | +20.8% | +27.2% |
| 3Y | +178.5% | +95.6% | +82.9% | +103.4% |
| 5Y | +515.7% | +53.4% | +462.2% | +389.1% |
| 10Y | +421.5% | +221.5% | +200.0% | +200.2% |
| All | +421.5% | +233.6% | +187.9% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling